Improve cookie based session backend docs.

Note the don't require sessions to be in installed apps.

docs/topics/http/sessions.txt

@@ -118,6 +118,13 @@ To use cookies-based sessions, set the :setting:`SESSION_ENGINE` setting to
 stored using Django's tools for :doc:`cryptographic signing </topics/signing>`
 and the :setting:`SECRET_KEY` setting.
 
+.. note::
+
+    When using cookies-based sessions :mod:`django.contrib.sessions` can be
+    removed from :setting:`INSTALLED_APPS` setting because data is loaded
+    from the key itself and not from the database, so there is no need for the
+    creation and usage of ``django.contrib.sessions.models.Session`` table.
+
 .. note::
 
     It's recommended to leave the :setting:`SESSION_COOKIE_HTTPONLY` setting